Time-weighted returns
Upvest provides time-weighted returns (TWR) for individual accounts via its API.
Time-weighted return is a proven method of measuring account performance. It ignores external cash flows and only reflects the performance of the account based on the structure of the positions.
For this purpose, Upvest offers daily calculations of time-weighted returns in webhook events and an endpoint for accessing the time series of historical returns.
Accessing time-weighted returns data
To retrieve the history of daily returns data of a specified account, submit the following call to the API:
GET /accounts/{account_id}/returns
Path parameter
Optional query parameters
If both the start and end dates are empty, the Investment API returns data of the last month.
Example response
{
"meta":{
"offset": 0,
"limit": 100,
"count": 2,
"total_count": 2,
"sort": "date",
"order": "ASC"
},
"data": [
{
"account_id": "bbe9e784-e009-4cb6-a07c-24831897327b",
"date": "2023-09-01T00:00:00Z",
"twr": {
"daily": "0.0132434142",
"cumulative": "0.0324353234",
"cumulative_start_date": "2023-08-01T00:00:00Z"
}
},
{
"account_id": "bbe9e784-e009-4cb6-a07c-24831897327b",
"date": "2023-09-02T00:00:00Z",
"twr": {
"daily": "-0.005116543491",
"cumulative": "0.0271528232",
"cumulative_start_date": "2023-08-01T00:00:00Z"
}
}
]
}
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